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Refactor the ESS computation and tests in blackjax.smc #389

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rlouf opened this issue Oct 26, 2022 · 0 comments · Fixed by #279
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Refactor the ESS computation and tests in blackjax.smc #389

rlouf opened this issue Oct 26, 2022 · 0 comments · Fixed by #279
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enhancement New feature or request refactoring Change that adds no functionality but improves code quality smc Sequential Monte Carlo samplers

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rlouf commented Oct 26, 2022

The current computation uses a use_log flag with branching logic that either applies the formula directly, or its numerical stable version. We can default to the numerically stable one, and use jax.scipy.logaddexp instead of the custom logic.

The tests for the ESS computation and the ESS solver appear to only test equality between the numerically stable version and the other one, and as such are not really testing for anything. Current tests should be replaced.
@rlouf rlouf added enhancement New feature or request refactoring Change that adds no functionality but improves code quality smc Sequential Monte Carlo samplers labels Oct 26, 2022
@rlouf rlouf changed the title Refactort the ESS computation and tests in SMC Refactor the ESS computation and tests in blackjax.smc Oct 26, 2022
@rlouf rlouf linked a pull request Jan 13, 2023 that will close this issue
Refactor the SMC kernels #279
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enhancement New feature or request refactoring Change that adds no functionality but improves code quality smc Sequential Monte Carlo samplers
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Refactor the SMC kernels rlouf/blackjax
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